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Transparency, idiosyncratic risk, and convertible bonds

Lin, Yi-Mien; Chao, Chin-Fang; Liu, Chih-Liang - In: The European journal of finance 20 (2014) 1/3, pp. 80-103

Persistent link: https://www.econbiz.de/10010462197

Die Bewertung von Options- und Wandelanleihen bei Konkursrisiko

Reiß, Ariane; Schöbel, Rainer - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 28 (1999) 3, pp. 131-135

Persistent link: https://www.econbiz.de/10001353685

Pricing convertible bonds with default risk

Takahashi, Akihiko; Kobayashi, Takao; Nakagawa, Naruhisa - In: The journal of fixed income 11 (2001) 3, pp. 20-29

Persistent link: https://www.econbiz.de/10001706057

Convertible bonds : default risk and uncertain volatility

Huang, Haishi - 2010

Within a default intensity approach we discuss the optimal exercise of the callable and convertible bonds. Pricing bounds for convertible bonds are derived in an uncertain volatility model, i.e. when the volatility of the stock price process lies between two extreme values.

Persistent link: https://www.econbiz.de/10003961055

Valuation of convertible bonds with credit risk

Ayache, E.; Forsyth, Peter; Vetzal, Kenneth R. - In: The journal of derivatives : the official publication … 11 (2003) 1, pp. 9-29

Persistent link: https://www.econbiz.de/10001798981

Research on the risky convertible bond with reset clause : application of finite difference method

Jiang, I-ming; Shiao, Wei-wei - In: Investment management and financial innovations 9 (2012) 2, pp. 61-68

Persistent link: https://www.econbiz.de/10009579427

Credit ratings and convertible bond prices : a simulation-based valuation

Park, Keehwan; Jung, Mookwon; Lee, Sangki - In: The European journal of finance 24 (2018) 10/12, pp. 1001-1025

Persistent link: https://www.econbiz.de/10012244436

Valuation model for Chinese convertible bonds with soft call/put provision under the hybrid willow tree

Ma, Changfu; Xu, Wei; Yuan, George - In: Quantitative finance 20 (2020) 12, pp. 2037-2053

Persistent link: https://www.econbiz.de/10012313551

Die Bewertung von Wandelanleihen : unter besonderer Berücksichtigung der Daimler-Benz-Wandelanleihe 1997/2002 mit Pflichtwandlung am Ende der Laufzeit

Hölscher, Reinhold - In: Die Unternehmung : Swiss journal of business research … 53 (1999) 2, pp. 105-119

Persistent link: https://www.econbiz.de/10001389662

Pricing and hedging convertible bonds under non-probabilitic interest rates

Ėpštejn, David B.; Haber, Richard; Wilmott, Paul - In: The journal of derivatives : the official publication … 7 (2000) 4, pp. 31-40

Persistent link: https://www.econbiz.de/10001500035